+75.5%
SPYM vs QLD
+140.3%
-64.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.6% |
| 7D | -2.7% | -10.3% | +7.6% | +0.8% |
| 30D | -5.4% | -26.1% | +20.7% | +4.5% |
| 3M | -4.1% | -17.8% | +13.7% | +1.9% |
| 6M | +0.8% | -15.6% | +16.3% | +4.9% |
| YTD | +8.8% | +5.4% | +3.4% | +3.8% |
| 1Y | +11.0% | +5.2% | +5.7% | +5.8% |
| 3Y | +75.5% | +139.4% | -63.9% | +19.6% |
| All | +75.5% | +140.3% | -64.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling